This paper covers an autonomous driving situation, in which a fully automated vehicle was proposed for driving along a specific route, while some safety-related information was projected in a Head-Up Display (HUD) system. This situation was tested by 10 subjects in a driving simulator, in order to estimate how the mental discomfort in autonomous driving situations could be influenced when using or not the proposed HUD system. The above, was performed firstly by measuring and analysing for all test subjects their pupil size, blink rate, heart rate, temperature and electro-dermal activity as discomfort estimators; and secondly, by developing a categorical questionnaire for identifying anxiety and stress. According to the results, there was not enough evidence for confirming a significant reduction on the measured discomfort variables (p-value<0.05) while using the proposed HUD visual interfaces; these results were also supported by all categorical questions developed after the proposed experimentation. In conclusion, under the experimental considerations here proposed the HUD systems do not influence the mental discomfort in autonomous vehicles.